Anic Equity¶

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Total return since start: 0.576 %¶

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Equity now: -----------------------------> 48150.16 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46755.26 Kr¶

PnL: ---------------------------------------> -133.31 Kr¶

DD now: ---------------------------------> -0.986 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 15:46:19.331668'

Anic Portfolio¶

Today¶

Return: 0.919 %¶

This Week¶

Return: 1.297 %¶

Total¶

Return: 57.631 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.730000 2849.000000 213.000000 8.080000 2636.000010
Beijer Electronics Group 26 1.680000 3156.400000 185.400000 6.240000 2971.000006
Corem Property Group B 59 0.000000 662.570000 85.570000 14.830000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.320000 435.400000 80.400000 22.650000 355.000000
Boozt 12 1.130000 1725.600000 71.600000 4.330000 1653.999996
HMS Networks 2 1.560000 730.800000 57.800000 8.590000 673.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
OEM International B 7 2.020000 567.000000 39.000000 7.390000 527.999997
SAAB B 8 0.520000 3412.000000 35.000000 1.040000 3377.000000
Intrum 4 1.760000 555.800000 28.800000 5.460000 527.000000
Norva24 Group 16 4.900000 568.640000 25.640000 4.720000 543.000000
Coor Service Management Hold. 8 1.540000 555.200000 23.200000 4.360000 532.000000
Eastnine 4 1.580000 513.600000 22.600000 4.600000 491.000000
MedCap 2 -0.910000 436.000000 15.000000 3.560000 421.000000
Samhällsbyggnadsbo. i Norden D 12 -0.180000 259.200000 13.200000 5.370000 246.000000
AcadeMedia 12 1.280000 567.840000 10.840000 1.950000 557.000004
Resurs Holding 22 1.030000 584.540000 10.540000 1.840000 573.999998
Fastighetsbolag. Emilshus Pref 21 -1.090000 571.200000 9.200000 1.640000 562.000005
Securitas B 6 1.260000 576.600000 6.600000 1.160000 570.000000
Karnov Group 9 -1.150000 541.800000 5.800000 1.080000 536.000004
Creaspac SPAC 6 0.620000 582.000000 5.000000 0.870000 577.000002
Swedbank A 3 1.310000 566.400000 2.400000 0.430000 564.000000
CTEK 13 1.860000 532.610000 -1.390000 -0.260000 533.999999
Essity B 2 -1.480000 571.400000 -2.600000 -0.450000 574.000000
Handelsbanken A 5 -0.140000 543.250000 -2.750000 -0.500000 546.000000
Midsona B 63 -1.190000 576.450000 -6.550000 -1.120000 582.999984
Essity A 4 -2.060000 1142.000000 -7.000000 -0.610000 1149.000000
Nordea Bank Abp 29 -0.200000 3442.300000 -11.700000 -0.340000 3453.999992
International Petroleum Corp. 5 2.850000 558.500000 -36.070000 -6.070000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.370000 3766.000000 -84.000000 -2.180000 3850.000000
Axfood 13 1.230000 3632.200000 -123.800000 -3.300000 3756.000001
OX2 18 1.370000 1534.500000 -129.500000 -7.780000 1663.999992
Ovzon 52 4.420000 3068.000000 -294.000000 -8.740000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46755.260000 -133.310000 -0.98649% 46888.564618

Updated:¶

'2023-01-18 15:46:31.943195'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶